However, Pearson has stated he only spoke to The Saints once his exit from Newcastle was finalised and that he was not even necessarily on the look-out for a managerial position.
"I want to put the record straight - when I left it was not for another job because I didn't have one," explained Pearson in the Daily Star on Sunday.
"I wasn't necessarily looking for a manager's job either. Kevin and people at Newcastle quite possibly felt I had left because I had a job lined up, but that was not the case.
"The fact of the matter is that the phone started ringing as soon as it was known I had left Newcastle and one of those calls was from Southampton.
"I drove straight down to talk to them that day. They gave me a great opportunity, even though I knew I was going into a relegation battle.
"I was surprised to be back in the game so quickly."